5 citations · 10 across the 4 of their papers we have counts for
4 papers
Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown -Disturbance
Jianhui Huang, Minyi Huang
This paper considers a class of mean field linear-quadratic-Gaussian (LQG) games with model uncertainty. The drift term in the dynamics of the agents contains a common unknown func…
A Class of Mean-field LQG Games with Partial Information
Jianhui Huang, Shujun Wang
The large-population system consists of considerable small agents whose individual behavior and mass effect are interrelated via their state-average. The mean-field game provides a…
Mean Field Linear-Quadratic-Gaussian (LQG) Games: Major and Minor Players
Jianhui Huang, Shujun Wang, Zhen Wu
This paper is concerned with a backward-forward stochastic differential equation (BFSDE) system, in which a large number of negligible agents are coupled in their dynamics via stat…
Regularity properties for general HJB equations. A BSDE method
Rainer Buckdahn, Jianhui Huang, Juan Li
In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in…